On the completion of Skorokhod space

DOI10.1214/20-ECP346MaRDI QIDQ2201545zbMATH OpenFDO

Authors M. A. Lifshits, Vladislav V. Vysotsky

Publication date 29 September 2020

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.10787, https://projecteuclid.org/euclid.ecp/1600308260

zbMATH Keywords

Skorokhod spacecompletion

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Extensions of spaces (compactifications, supercompactifications, completions, etc.) (54D35) Stochastic processes (60G99)

Abstract: We consider the classical Skorokhod space $D[0,1]$ and the space of continuous functions $C[0,1]$ equipped with the standard Skorokhod distance $ho$. It is well known that neither $(D[0,1],ho)$ nor $(C[0,1],ho)$ is complete. We provide an explicit description of the corresponding completions. The elements of these completions can be regarded as usual functions on $[0,1]$ except for a countable number of instants where their values vary "instantly".

Recommendations

• scientific article; zbMATH DE number 907917
• On the Skorokhod topology
• A metric space of discontinuous functions on the plane
• Metrization of D_E[0,1] by Hausdorff distance between graphs
• scientific article; zbMATH DE number 492726

Cites work

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 4194056 (Why is no real title available?)
• Large Deviations for Trajectories of Multi-Dimensional Random Walks
• Large deviations for processes with independent increments
• Metric modular spaces. Theory and applications
• On regulated functions
• Stochastic-Process Limits

Cited in

(1)

• scientific article; zbMATH DE number 3846226 (Why is no real title available?)

This page was built for publication: On the completion of Skorokhod space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2201545)